In the week of December 2nd to 6th, Técnico hosted the lecture “Random loops” by professor Martin Hairer, one of the brilliant mathematicians of modern society and expert in Probability and Stochastic Analysis at the Imperial College London (Department of Mathematics). Professor Martin Hairer won the Fields Medal in 2014 – which is considered by some to be the equivalent of a Nobel Prize in mathematics. Martin Hairer came to Técnico to participate in the Particle Systems and Partial Differential Equations conference, where he gave a mini-course and during that visit he gave a “Pedro Nunes Lecture”, an initiative organised by the International Center for Mathematics (CIM) and the Portuguese Mathematical Society (SPM), that made the Abreu Faro Amphitheater small for so much interest.
After sharing his enthusiasm for being at Técnico, professor Martin Hairer expressed his gratitude to the large audience for their interest in his work. The speaker helped the audience to understand how modeling a “rubber band” generates a number of nice insights, as well as some beautiful algebraic and analytical objects.
Professor Martin Hairer used several examples to explain his reasoning and showed the similarities between the Stratonovich and Ito versions. At the end, the speaker took questions from the audience.